A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (Q6192584)
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scientific article; zbMATH DE number 7803681
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| English | A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin |
scientific article; zbMATH DE number 7803681 |
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A note on the optimal dividends problem with transaction costs in a spectrally negative Lévy model with Parisian ruin (English)
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13 February 2024
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impulse control
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optimal dividends
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Parisian ruin
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spectrally negative Lévy processes
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log-convexity
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